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VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
CALSCALE:GREGORIAN
METHOD:PUBLISH
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UID:event-12110@www.amse-aixmarseille.fr
DTSTAMP:20260421T184132Z
CREATED:20260421T184132Z
LAST-MODIFIED:20260421T184132Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:French-Japanese webinar - Ulrich Aiounou
DTSTART:20250404T080000Z
DTEND:20250404T090000Z
DESCRIPTION:Post-Double-Lasso is becoming the most popular method for estim
 ating linear regression models with many covariates when the purpose is to 
 obtain an accurate estimate of a parameter of interest\, such as an average
  treatment effect. However\, this method can suffer from substantial omitte
 d variable bias in finite sample. We propose a new method called Post-Doubl
 e-Autometrics\, which is based on Autometrics\, and show that this method o
 utperforms Post-Double-Lasso. Its use in a standard application of economic
  growth sheds new light on the hypothesis of convergence from poor to rich 
 economies.\\n\\nContact: Gilles Dufrénot: gilles.dufrenot[at]sciencespo-ai
 x.frKiyotaka Sato: sato[at]ynu.ac.jp\n\nPlus d'informations: https://www.a
 mse-aixmarseille.fr/en/events/ulrich-aiounou-0
URL;VALUE=URI:https://www.amse-aixmarseille.fr/en/events/ulrich-aiounou-0
CONTACT:Gilles Dufrénot: gilles.dufrenot[at]sciencespo-aix.frKiyotaka Sato
 :&nbsp\;sato[at]ynu.ac.jp
TRANSP:OPAQUE
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